Ejemplo n.º 1
0
 def setup_class(cls):
     """Stata reg output from `sysuse auto; reg price mpg`"""
     test_path = path.split(path.relpath(__file__))[0]
     auto_path = path.join(test_path, 'data', 'auto.dta')
     autodata = pd.read_stata(auto_path)
     y = 'price'
     x = ['mpg', 'length']
     z = ['trunk', 'weight']
     w = []
     cls.result = ivreg(autodata, y, x, z, w, addcons=True)
     cls.expected = tsls_std
Ejemplo n.º 2
0
 def setup_class(cls):
     """Stata reg output from `sysuse auto; reg price mpg`"""
     test_path = path.split(path.relpath(__file__))[0]
     auto_path = path.join(test_path, 'data', 'auto.dta')
     autodata = pd.read_stata(auto_path)
     y = 'price'
     x_end = ['mpg', 'length']
     z = ['trunk', 'weight']
     x_exog = []
     a = 'gear_ratio'
     cls.result = ivreg(autodata, y, x_end, z, x_exog, a_name=a)
     cls.expected = atsls_std
Ejemplo n.º 3
0
 def setup_class(cls):
     """Stata reg output from `sysuse auto; reg price mpg`"""
     cls.init(cls)
     test_path = path.split(path.relpath(__file__))[0]
     auto_path = path.join(test_path, 'data', 'auto.dta')
     autodata = pd.read_stata(auto_path)
     y = 'price'
     x_end = ['mpg', 'length']
     z = ['trunk', 'weight', 'headroom']
     x_exog = []
     nosingles = True
     cls.result = ivreg(autodata, y, x_end, z, x_exog,
                        addcons=True,
                        iv_method='liml',
                        nosingles=nosingles)
     cls.expected = liml_std
Ejemplo n.º 4
0
 def setup_class(cls):
     """Stata reg output from `sysuse auto; reg price mpg`"""
     cls.init(cls)
     test_path = path.split(path.relpath(__file__))[0]
     auto_path = path.join(test_path, 'data', 'auto.dta')
     autodata = pd.read_stata(auto_path)
     y = 'price'
     x_end = ['mpg', 'length']
     z = ['trunk', 'weight']
     x_exog = []
     cls.result = ivreg(autodata,
                        y,
                        x_end,
                        z,
                        x_exog,
                        vce_type='hc1',
                        addcons=True)
     cls.expected = tsls_robust